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Lipton Alexander:
Theory And Practice Of Credit Risk Modelling

Risk Books (United Kingdom), 2008
Paperback, 342 pages
ISBN: 9781904339649
ISBN-10: 1904339646

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Theory And Practice Of Credit Risk Modelling

A collection of technical papers on the area of financial engineering. It includes three main sections: defaults of individual obligors, defaults in large portfolios, and defaults in medium and small portfolios. It is suitable for practitioners and academics alike.

Related links:

Alexander Lipton
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
Risk Books

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Alexander Lipton
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